Anic Equity¶

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Total return since start: 0.738 %¶

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Equity now: -----------------------------> 53077.08 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 33239.44 Kr¶

PnL: ---------------------------------------> -9.73 Kr¶

DD now: ---------------------------------> -0.081 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-07 16:08:33.050170'

Anic Portfolio¶

Today¶

Return: 0.02 %¶

This Week¶

Return: 0.02 %¶

Total¶

Return: 73.761 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
New Wave B 20 1.980000 3922.000000 16.000000 0.410000 3906.000000
Lundin Gold 7 2.030000 982.800000 11.200000 1.150000 971.600000
BHG Group 49 -1.720000 645.330000 7.840000 1.230000 637.490000
Ambea 68 2.700000 2537.760000 6.800000 0.270000 2530.960000
NCC B 7 1.850000 656.600000 4.900000 0.750000 651.700000
Xvivo Perfusion 3 0.000000 847.500000 4.500000 0.530000 843.000000
Indutrade 5 0.950000 1321.500000 4.500000 0.340000 1317.000000
SynAct Pharma 9 2.430000 646.200000 3.600000 0.560000 642.600000
SCA A 4 -0.400000 600.800000 2.400000 0.400000 598.400000
Latour B 2 0.990000 450.200000 1.800000 0.400000 448.400000
Sdiptech B 3 2.010000 820.800000 0.600000 0.070000 820.200000
Creades A 7 1.100000 609.000000 0.350000 0.060000 608.650000
Profoto Holding 7 -1.190000 581.000000 0.000000 0.000000 581.000000
Addtech B 3 1.930000 698.400000 0.000000 0.000000 698.400000
Humana 40 1.200000 672.000000 0.000000 0.000000 672.000000
Gaming Innovation Group 161 1.370000 4177.950000 0.000000 0.000000 4177.950000
Eastnine 6 1.110000 655.200000 0.000000 0.000000 655.200000
Fortnox 10 -0.600000 664.800000 -0.800000 -0.120000 665.600000
Vitrolife 3 -0.710000 673.800000 -1.200000 -0.180000 675.000000
Investor A 16 -0.360000 3534.400000 -1.600000 -0.050000 3536.000000
Biotage 4 -0.470000 598.800000 -2.000000 -0.330000 600.800000
Lime Technologies 2 6.310000 590.000000 -2.000000 -0.340000 592.000000
Sampo Oyj SDB 1 -0.400000 501.000000 -3.000000 -0.600000 504.000000
Volati 5 1.250000 569.000000 -4.000000 -0.700000 573.000000
Embracer Group B 26 1.180000 655.200000 -4.420000 -0.670000 659.620000
NCC A 6 -0.610000 590.400000 -7.200000 -1.200000 597.600000
BONESUPPORT HOLDING 10 0.580000 1213.000000 -8.000000 -0.660000 1221.000000
Wästbygg Gruppen B 80 2.320000 2824.000000 -40.000000 -1.400000 2864.000000
TOTAL 33239.440000 -9.730000 -0.08146% 33249.170000

Updated:¶

'2023-06-07 16:08:47.251686'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶